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Trade: C98/USDT/720/VWAP/LINREG/2513

Strategy
C98/USDT/720/VWAP/LINREG/2513
Pair
C98_USDT
Interval
12h
Score
435519
Daily Profit
0.149651
Profit Factor
1.476844
Profitability
76.470588
Streak
32.025474
Best Strategy
Training Data Length
1524.500000
Evaluation Time
2025-09-27 03:36
Expiration Time
2025-11-09 07:38

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 228143.6865 -14123.1594 242266.8459 81243.3449 -73341.756 154585.1008
Total P&L (%) 228.1437 -14.1232 242.2668 81.2433 -73.3418 154.5851
Avg Daily Profit (%) 0.1497 -0.0093 0.1589 0.039 -0.0867 0.0613
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -177929 -119764 -99382 -881762 -253391 -675149
Profit Factor 1.4768 0.9478 2.166 1.0443 0.912 1.1545
Total Trades 119 59 60 119 59 60
Winning Trades 91 41 50 91 41 50
Losing Trades 28 18 10 28 18 10
Profitability (%) 76.4706 69.4915 83.3333 76.4706 69.4915 83.3333
Ratio Avg Win / Avg Loss 0.4544 0.4161 0.4332 0.3213 0.4004 0.2309
Largest Winning Trade 34891 34891 25305 139625 139625 136596
Largest Losing Trade -58510 -52651 -58510 -446340 -145150 -446340
Avg Bars in Trades 22 19 26 22 19 26
Avg Bars in Winners 15 9 20 15 9 20
Avg Bars in Losers 48 41 60 48 41 60
Bars Traded 2731 1129 1602 2731 1129 1602
Profit Streak 32.0255 79.5255 32.0255 32.0255 79.5255 32.0255
Trades During Streak 6 4 3 6 4 3
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 435519 -753238 -154622 -308385 -753238 -326572
Evaluation Data
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3049,
    "evaluation_days": 1524.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1636286400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933400963,
    "expiration_time": 1762666704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 215,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            228143.6865482961,
            -14123.1593843153,
            242266.8459326116,
            81243.3448653317,
            -73341.7559686091,
            154585.1008339407
        ],
        [
            228.143687,
            -14.123159,
            242.266846,
            81.243345,
            -73.341756,
            154.585101
        ],
        [
            0.149651,
            -0.009264,
            0.158916,
            0.039015,
            -0.086684,
            0.061315
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -177929,
            -119764,
            -99382,
            -881762,
            -253391,
            -675149
        ],
        [
            1.476844,
            0.947822,
            2.166015,
            1.044294,
            0.911994,
            1.154463
        ],
        [
            119,
            59,
            60,
            119,
            59,
            60
        ],
        [
            91,
            41,
            50,
            91,
            41,
            50
        ],
        [
            28,
            18,
            10,
            28,
            18,
            10
        ],
        [
            76.470588,
            69.491525,
            83.333333,
            76.470588,
            69.491525,
            83.333333
        ],
        [
            0.454413,
            0.416117,
            0.433203,
            0.321321,
            0.400388,
            0.230893
        ],
        [
            34891,
            34891,
            25305,
            139625,
            139625,
            136596
        ],
        [
            -58510,
            -52651,
            -58510,
            -446340,
            -145150,
            -446340
        ],
        [
            22,
            19,
            26,
            22,
            19,
            26
        ],
        [
            15,
            9,
            20,
            15,
            9,
            20
        ],
        [
            48,
            41,
            60,
            48,
            41,
            60
        ],
        [
            2731,
            1129,
            1602,
            2731,
            1129,
            1602
        ],
        [
            32.025474,
            79.525474,
            32.025474,
            32.025474,
            79.525474,
            32.025474
        ],
        [
            6,
            4,
            3,
            6,
            4,
            3
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            435519,
            -753238,
            -154622,
            -308385,
            -753238,
            -326572
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "C98_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3049,
    "evaluation_days": 1524.5,
    "actual_first_datapoint_time": 1627041600000,
    "first_datapoint_time": 1636286400000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758933400963,
    "expiration_time": 1762666704000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "linreg",
        "factors": {
            "length": 215,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)